I use the Fiddler proxy to debug all kinds of HTTP issues on Windows. It's great for inspecting headers and responses across multiple pages.
Is there a good HTTP debugging proxy for Mac and Linux? I found Charles, but it's $50 once the trial runs out and it crashed on me. I could use Wireshark, but it's a pain.
You may want to try Live HTTP Headers add-on for Firefox.
I know this an old question but I have ended up here many times looking for a solution for this.
I tried Wireshark ( Horrible ) Burp ( Ok just not good enough ) Fiddler mono version ( Buggy as hell ) Charles & many more.
Non of these tools felt half as useful as fiddler on windows.
I found a new extension to Postman ( Nice tool for making http request ) Postman proxy it allows you to monitor http requests much the same way as fiddler does in windows.
Hope this helps someone.
If you can do some Perl, I think you should have a look at the HTTP::Proxy module.
Paros works like a charm for me on my Ubuntu Jaunty x64. Just as simple as download, run, set proxy settings in browser to localhost:8080 and you are ready to inspect your http browsing.
It is Java so it works on Windows, Linux and Mac.
I prefer this to firefox plugin because I can use it with different browsers and software.
ParosProxy download: http://sourceforge.net/projects/paros/
Paros hasn't been updated for many years. However there is an actively maintained fork of Paros - the OWASP Zed Attack Proxy (ZAP): https://www.owasp.org/index.php/OWASP_Zed_Attack_Proxy_Project
If you limit yourself to Firefox, the Tamper Data extension is pretty solid.
Another option is something that doesn't require a desktop app. Runscope is a "cloud" based proxy that let's you debug requests. It can't capture requests on localhost or internal networks, but if you're debugging apps or third-party API integrations over the public internet, it can help.
(Disclaimer, I'm one of the founders.)